The nonlinear option pricing model presented by Ivancevic is investigated. By using travelling wave transforming method, the nonlinear option pricing equation is transformed into a differential equation with constant coefficients. By solving the differential equation with F-expansion method, a series of exact solutions have been obtained for the Ivancevic option pricing model. By choosing appropriate parameter values, the dark-soliton and dark-soliton-like solutions, periodic wave solutions, and rogue wave solutions are obtained. These solutions will enrich the types of exact waves in the existing literature of the Ivancevic option pricing model. Furthermore, they may have potential uses in describing the possible physical mechanisms for wave phenomenon in financial markets.
The exact traveling wave solutions to coupled KdV equations with variable coefficients are obtained via the use of quadratic Jacobi’s elliptic function expansion. The presented coupled KdV equations have a more general form than those studied in the literature. Nine couples of quadratic Jacobi’s elliptic function solutions are found. Each couple of traveling wave solutions is symmetric in mathematical form. In the limit cases m→1, these periodic solutions degenerate as the corresponding soliton solutions. After the simple parameter substitution, the trigonometric function solutions are also obtained.
This paper combines the neural network model to analyze the correlation between the interbank money market interest rate and the financial crisis, and theoretically analyzes the influence of the characteristics of the banking industry on the transmission of monetary policy interest rates. Moreover, this paper constructs a theoretical model to analyze the influence of banking industry characteristics on the transmission of monetary policy interest rate and examines whether the variables of banking industry characteristics still affect the measurement indicators of monetary policy interest rate transmission after the financial crisis subsides. In addition, this paper combines the neural network model to construct a correlation analysis system between the interbank money market interest rate and the financial crisis. The experimental research shows that the correlation analysis between the interbank money market interest rate and the financial crisis based on the neural network model proposed in this paper can play a certain role.
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